+690.9%
VZ vs IVZ
+1,117.8%
-426.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +0.1% | +0.6% | -0.6% | -0.1% |
| 30D | +7.9% | +4.0% | +3.9% | +7.1% |
| 3M | +13.6% | +18.2% | -4.5% | +9.8% |
| 6M | +1.1% | +32.8% | -31.7% | -4.7% |
| YTD | +29.3% | +28.7% | +0.5% | +22.0% |
| 1Y | +21.2% | +55.4% | -34.1% | +10.2% |
| 3Y | +75.9% | +135.2% | -59.3% | +43.7% |
| 5Y | +24.1% | +64.2% | -40.1% | +6.1% |
| 10Y | +62.4% | +64.6% | -2.2% | +28.8% |
| All | +690.9% | +1,117.8% | -426.9% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling